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Seijo University

Education Tokyo, Japan
About:Seijo University is a education organization based out in Tokyo, Japan. It is known for research contribution in the topics: Stock exchange & Copula (probability theory). The organization has 68 authors who have published 151 publications receiving 1618 citations.


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Hideatsu Tsukahara1
TL;DR:我n this article, the authors recall the limiting behaviour of the empirical copula process and apply it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model.
Abstract:The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model. The estimator in question is semiparametric in that no knowledge of the marginal distributions is necessary. The author also proposes another semiparametric estimator which he calls “rank approximate Z-estimator” and whose asymptotic normality he derives. He further presents Monte Carlo simulation results for the comparison of various estimators in four well-known bivariate copula models. L'estimation semiparametrique dans les modeles de copules: L'auteur rappelle le comportement limite du processus de copule empirique et en deduit certaines proprietes asymptotiques d'un estimateur a distance minimale d'un parametre euclidien dans un modele de copules. L'estimateur en question est semiparametrique en ce qu'il ne depend pas des marges. L'auteur propose un autre estimateur semiparametrique dit “Z-estimateur de rang approche,” dont il demontre la normalite asymptotique. Il pesente en outre les resultats de simulations de Monte-Carlo visant a comparer divers estimateurs dans le cadre de quatre modeles de copules bivaries bien connus.

318citations

Journal Article DOI

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TL;DR:尽管我没有积极的政策影响ncreased financial support from the central government in Japan’s municipal hospitals, and the first empirical application of the DN model in the healthcare field is performed.
Abstract:The purpose of this study was to perform an interim evaluation of the policy effect of the current reform of Japan’s municipal hospitals. We focused on efficiency improvements both within hospitals and within two separate internal hospital organizations. Hospitals have two heterogeneous internal organizations: the medical examination division and administration division. The administration division carries out business management and the medical-examination division provides medical care services. We employed a dynamic-network data envelopment analysis model (DN model) to perform the evaluation. The model makes it possible to simultaneously estimate both the efficiencies of separate organizations and the dynamic changes of the efficiencies. This study is the first empirical application of the DN model in the healthcare field. Results showed that the average overall efficiency obtained with the DN model was 0.854 for 2007. The dynamic change in efficiency scores from 2007 to 2009 was slightly lower. The average efficiency score was 0.862 for 2007 and 0.860 for 2009. The average estimated efficiency of the administration division decreased from 0.867 for 2007 to 0.8508 for 2009. In contrast, the average efficiency of the medical-examination division increased from 0.858 for 2007 to 0.870 for 2009. We were unable to find any significant improvement in efficiency despite the reform policy. Thus, there are no positive policy effects despite the increased financial support from the central government.

82citations

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TL;DR:我n this paper, the authors examined the mechanism of social capital formation in an imperfect credit market and found that households facing credit constraints reduce investments in social capital, and that temporal declines in investment persistently reduce general trust, trust in villagers and trust in business partners.
Abstract:Summary While previous studies evaluate the impact of social capital on development outcomes, there are very few empirical studies on determinants of social capital formation. We use unique long panel data from Sri Lanka to examine the mechanism of social capital formation in an imperfect credit market. We show that households facing credit constraints reduce investments in social capital. Furthermore, temporal declines in investment persistently reduce general trust, trust in villagers, and trust in business partners. While previous studies argue that social capital improves access to informal credit, we show the reverse causality. Combining these findings suggests a potential poverty trap.

62citations

Journal Article DOI

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01 Jun 1991
TL;DR:我t is supposed that cortical MTs originate from the transiently observed short MTs in the perinuclear region, as the mass culture of tobacco BY-2 cells is readily available and offered also an experimental system to analyze the molecular changes of MTs at the three interfaces during cell cycle progression in plant cells.
Abstract:Dynamic changes of microtubule (MT) configuration have been examined during the cell cycle progression in tobacco BY-2 cells, which have been highly synchronized by aphidicolin treatment. Although it has been shown previously that four cell cycle stages display characteristic features of MTs (Hasezawa et al., 1991), distinct changes of MT configuration were observed at the interfaces of G2/M, M/G1 and G1/S, and the frequency of appearance of such distinct structures were quantitatively examined. Among others, it is the first observation that at M/G1 disintegrating phragmoplasts coexisted with short MTs in the perinuclear envelopes, but the MTs disappeared in the later stage, when cortical MTs were organizing. Thus it is supposed that cortical MTs originate from the transiently observed short MTs in the perinuclear region. This observation offered also an experimental system to analyze the molecular changes of MTs at the three interfaces during cell cycle progression in plant cells, as the mass culture of tobacco BY-2 cells is readily available.